FIDELITY ENHANCED LARGE CAP GROWTH ETF
Symbol: FELG
Exchange: NYSE
Sector: Technology
Category: Large Growth
Inception date: 19/04/2007
Latest date: 19/10/2026
Current price: $44.03
Expense ratio: 0.18%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-3.06%
Ann. 112.56% (Sharpe / Sortino numerator)
Volatility
11.27%
Sharpe ratio
9.664
VaR 95%
-0.75%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
2.98%
Ann. 66.90% (Sharpe / Sortino numerator)
Volatility
18.16%
Sharpe ratio
3.485
VaR 95%
-1.76%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
5.56%
Ann. 15.35% (Sharpe / Sortino numerator)
Volatility
16.41%
Sharpe ratio
0.715
VaR 95%
-1.76%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
7.01%
Ann. 29.68% (Sharpe / Sortino numerator)
Volatility
15.49%
Sharpe ratio
1.682
VaR 95%
-1.68%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
30.79%
Ann. 14.52% (Sharpe / Sortino numerator)
Volatility
21.49%
Sharpe ratio
0.505
VaR 95%
-2.23%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
76.99%
Ann. 23.36% (Sharpe / Sortino numerator)
Volatility
19.94%
Sharpe ratio
0.987
VaR 95%
-2.01%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 20/10/2025 - 19/10/2026.
Average daily return
0.033%
Best day
3.908%
Worst day
-3.429%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 19/10/2026 | $44.00 | $44.33 | $43.90 | $44.03 | 275,600 |
| 16/10/2026 | $44.53 | $44.53 | $43.45 | $43.61 | 429,700 |
| 15/10/2026 | $44.01 | $44.70 | $43.84 | $44.64 | 294,100 |
| 14/10/2026 | $45.30 | $45.48 | $44.49 | $44.65 | 218,500 |
| 13/10/2026 | $45.41 | $45.67 | $45.32 | $45.67 | 463,100 |
| 12/10/2026 | $45.86 | $45.90 | $45.63 | $45.65 | 227,900 |
| 09/10/2026 | $46.05 | $46.05 | $45.81 | $45.98 | 211,000 |
| 08/10/2026 | $46.03 | $46.17 | $45.45 | $45.69 | 871,900 |
| 07/10/2026 | $46.03 | $46.29 | $45.92 | $46.25 | 474,900 |
| 06/10/2026 | $46.43 | $46.62 | $46.33 | $46.38 | 408,800 |